LMM model and new multi- curve models?

This forum is to discuss the book "the concepts and practice of mathematical finance" by Mark Joshi.

LMM model and new multi- curve models?

Postby selftaught » Mon Oct 08, 2012 11:05 am

Hello

Since the crisis, people have moved to
new discounting using OIS and new definitions of FRAs, greater emphasis on CSA and basis swaps etc

Will there be an update to the book soon, to reflect these changes ?

Thank you
selftaught
 
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Re: LMM model and new multi- curve models?

Postby mj » Tue Oct 09, 2012 10:36 pm

clearly this will have to be done at some point but there is no time frame at the moment.
mj
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